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In this paper we focus on the parameter estimation of dynamic load models with stochastic terms, in particular, load models where protection settings are uncertain, such as in aggregated air conditioning units. We show how the uncertainty…

Optimization and Control · Mathematics 2020-04-30 Daniel Adrian Maldonado , Vishwas Rao , Mihai Anitescu , Vivak Patel

We introduce a computational efficient data-driven framework suitable for quantifying the uncertainty in physical parameters and model formulation of computer models, represented by differential equations. We construct physics-informed…

Machine Learning · Statistics 2023-02-01 Michail Spitieris , Ingelin Steinsland

For many important problems the quantity of interest is an unknown function of the parameters, which is a random vector with known statistics. Since the dependence of the output on this random vector is unknown, the challenge is to identify…

Machine Learning · Statistics 2021-04-28 Themistoklis P. Sapsis

Mathematical solvers use parametrized Optimization Problems (OPs) as inputs to yield optimal decisions. In many real-world settings, some of these parameters are unknown or uncertain. Recent research focuses on predicting the value of these…

Machine Learning · Computer Science 2024-09-10 Alan A. Lahoud , Erik Schaffernicht , Johannes A. Stork

Bayesian inference and the use of posterior or posterior predictive probabilities for decision making have become increasingly popular in clinical trials. The current practice in Bayesian clinical trials relies on a hybrid…

Methodology · Statistics 2024-04-30 Shirin Golchi , James Willard

Making good predictions of a physical system using a computer code requires the inputs to be carefully specified. Some of these inputs called control variables have to reproduce physical conditions whereas other inputs, called parameters,…

Computation · Statistics 2018-04-04 Guillaume Damblin , Pierre Barbillon , Merlin Keller , Alberto Pasanisi , Eric Parent

High-precision predictions of nuclear properties are a central objective of ab initio nuclear structure theory. However, state-of-the-art many-body methods rely on truncated model spaces to render the nuclear many-body problem tractable,…

Nuclear Theory · Physics 2026-04-10 Marco Knöll

This article revisits the fundamental problem of parameter selection for Gaussian process interpolation. By choosing the mean and the covariance functions of a Gaussian process within parametric families, the user obtains a family of…

Methodology · Statistics 2023-08-09 Sébastien Petit , Julien Bect , Paul Feliot , Emmanuel Vazquez

Electrochemical hybrid battery models have major potential to enable advanced physics-based control, diagnostic, and prognostic features for next-generation lithium-ion battery management systems. This is due to the physical significance of…

Systems and Control · Electrical Eng. & Systems 2025-05-13 Jackson Fogelquist , Xinfan Lin

Simulations often involve the use of model parameters which are unknown or uncertain. For this reason, simulation experiments are often repeated for multiple combinations of parameter values, often iterating through parameter values lying…

Computation · Statistics 2012-05-22 Jessica W. Leigh , David Bryant

Bayesian models quantify uncertainty and facilitate optimal decision-making in downstream applications. For most models, however, practitioners are forced to use approximate inference techniques that lead to sub-optimal decisions due to…

Machine Learning · Statistics 2019-09-12 Tomasz Kuśmierczyk , Joseph Sakaya , Arto Klami

Parameter calibration is essential for reducing uncertainty and improving predictive fidelity in physics-based models, yet it is often limited by the high computational cost of model evaluations. Bayesian calibration methods provide a…

Methodology · Statistics 2026-01-21 Maike F. Holthuijzen , Atlanta Chakraborty , Elizabeth Krath , Tommie Catanach

Quantum parameter estimation offers solid conceptual grounds for the design of sensors enjoying quantum advantage. This is realised not only by means of hardware supporting and exploiting quantum properties, but data analysis has its impact…

Calibration of computer models is a key step in making inferences, predictions, and decisions for complex science and engineering systems. We formulate and analyze a nonparametric Bayesian methodology for computer model calibration. This…

Methodology · Statistics 2025-12-01 Haiyi Shi , Lei Yang , Jiarui Chi , Troy Butler , Haonan Wang , Derek Bingham , Don Estep

In this paper, we consider the multicollinearity problem in the gamma regression model when model parameters are linearly restricted. The linear restrictions are available from prior information to ensure the validity of scientific theories…

Methodology · Statistics 2023-03-10 Solmaz Seifollahi , Hossein Bevrani , Kaniav Kamary

With new advancements in technology, it is now possible to collect data for a variety of different metrics describing tumor growth, including tumor volume, composition, and vascularity, among others. For any proposed model of tumor growth…

Quantitative Methods · Quantitative Biology 2020-09-08 Heyrim Cho , Allison L. Lewis , Kathleen M. Storey

We consider Bayesian optimization of an expensive-to-evaluate black-box objective function, where we also have access to cheaper approximations of the objective. In general, such approximations arise in applications such as reinforcement…

Machine Learning · Statistics 2016-11-16 Matthias Poloczek , Jialei Wang , Peter I. Frazier

First principles microphysics models are essential to the design and analysis of high energy density physics experiments. Using experimental data to investigate the underlying physics is also essential, particularly when simulations and…

Plasma Physics · Physics 2013-06-04 Jim A Gaffney , Dan Clark , Vijay Sonnad , Stephen B Libby

Inferring viscoelasticity parameters is a key challenge that often leads to non-unique solutions when fitting rheological data. In this context, we propose a machine learning approach that utilizes Bayesian optimization for parameter…

Soft Condensed Matter · Physics 2025-02-27 Isaac Y. Miranda-Valdez , Tero Mäkinen , Juha Koivisto , Mikko J. Alava

Computer models are widely used in science and engineering to simulate complex systems. However, these models are affected by several sources of uncertainty, which may limit their use for decision making in risk management. We present a…

Computation · Statistics 2026-03-17 Oumar Baldé , Guillaume Damblin , Amandine Marrel , Antoine Bouloré , Loïc Giraldi